NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
83.50 |
82.20 |
-1.30 |
-1.6% |
83.65 |
| High |
83.98 |
83.95 |
-0.03 |
0.0% |
84.80 |
| Low |
81.41 |
81.01 |
-0.40 |
-0.5% |
81.41 |
| Close |
81.93 |
83.80 |
1.87 |
2.3% |
81.93 |
| Range |
2.57 |
2.94 |
0.37 |
14.4% |
3.39 |
| ATR |
2.00 |
2.06 |
0.07 |
3.4% |
0.00 |
| Volume |
214,511 |
228,253 |
13,742 |
6.4% |
1,011,788 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.74 |
90.71 |
85.42 |
|
| R3 |
88.80 |
87.77 |
84.61 |
|
| R2 |
85.86 |
85.86 |
84.34 |
|
| R1 |
84.83 |
84.83 |
84.07 |
85.35 |
| PP |
82.92 |
82.92 |
82.92 |
83.18 |
| S1 |
81.89 |
81.89 |
83.53 |
82.41 |
| S2 |
79.98 |
79.98 |
83.26 |
|
| S3 |
77.04 |
78.95 |
82.99 |
|
| S4 |
74.10 |
76.01 |
82.18 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.88 |
90.80 |
83.79 |
|
| R3 |
89.49 |
87.41 |
82.86 |
|
| R2 |
86.10 |
86.10 |
82.55 |
|
| R1 |
84.02 |
84.02 |
82.24 |
83.37 |
| PP |
82.71 |
82.71 |
82.71 |
82.39 |
| S1 |
80.63 |
80.63 |
81.62 |
79.98 |
| S2 |
79.32 |
79.32 |
81.31 |
|
| S3 |
75.93 |
77.24 |
81.00 |
|
| S4 |
72.54 |
73.85 |
80.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.80 |
81.01 |
3.79 |
4.5% |
2.11 |
2.5% |
74% |
False |
True |
203,175 |
| 10 |
85.08 |
80.98 |
4.10 |
4.9% |
2.18 |
2.6% |
69% |
False |
False |
208,605 |
| 20 |
85.08 |
75.10 |
9.98 |
11.9% |
2.04 |
2.4% |
87% |
False |
False |
186,707 |
| 40 |
85.08 |
72.35 |
12.73 |
15.2% |
1.98 |
2.4% |
90% |
False |
False |
150,689 |
| 60 |
85.08 |
72.35 |
12.73 |
15.2% |
1.96 |
2.3% |
90% |
False |
False |
121,195 |
| 80 |
85.08 |
72.35 |
12.73 |
15.2% |
2.03 |
2.4% |
90% |
False |
False |
100,796 |
| 100 |
85.08 |
72.35 |
12.73 |
15.2% |
2.08 |
2.5% |
90% |
False |
False |
89,859 |
| 120 |
93.55 |
71.50 |
22.05 |
26.3% |
2.18 |
2.6% |
56% |
False |
False |
84,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.45 |
|
2.618 |
91.65 |
|
1.618 |
88.71 |
|
1.000 |
86.89 |
|
0.618 |
85.77 |
|
HIGH |
83.95 |
|
0.618 |
82.83 |
|
0.500 |
82.48 |
|
0.382 |
82.13 |
|
LOW |
81.01 |
|
0.618 |
79.19 |
|
1.000 |
78.07 |
|
1.618 |
76.25 |
|
2.618 |
73.31 |
|
4.250 |
68.52 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.36 |
83.50 |
| PP |
82.92 |
83.20 |
| S1 |
82.48 |
82.91 |
|